+509.7%
MDLZ vs GD
+1,474.1%
-964.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | +6.9% | -3.9% | +10.8% | +8.2% |
| 30D | +12.1% | +8.1% | +4.0% | +9.3% |
| 3M | +7.7% | -6.8% | +14.5% | +9.9% |
| 6M | +10.8% | +3.0% | +7.8% | +9.3% |
| YTD | +27.4% | +7.8% | +19.6% | +23.5% |
| 1Y | +23.5% | +5.8% | +17.7% | +20.5% |
| 3Y | +6.2% | +55.3% | -49.1% | -9.5% |
| 5Y | +22.9% | +96.7% | -73.8% | -3.8% |
| 10Y | +99.6% | +195.4% | -95.8% | +33.4% |
| All | +509.7% | +1,474.1% | -964.4% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling